Accès à distance ? S'identifier sur le proxy UCLouvain
To what extent is resampling useful in portfolio management?
Primary tabs
- Open access
- 333.31 K
Document type | Article de périodique (Journal article) – Article de recherche |
---|---|
Access type | Accès libre |
Publication date | 2011 |
Language | Anglais |
Journal information | "Applied Economics Letters" - Vol. 18, p. 239-244 (2011) |
Peer reviewed | yes |
Publisher | Routledge ((United Kingdom) Abingdon) |
issn | 1350-4851 |
e-issn | 1466-4291 |
Affiliations |
Louvain School of Management
- Accounting & Finance FUCaM - Sciences de gestion Orfival - Portfolio Analysis |
Keywords | Resampling ; Portfolio ; Management ; Forecasting ; 4391 |
Links |
- Michaud R., Efficient Portfolio Asset Management (1998)
Bibliographic reference | Petitjean, Mikael ; Delcourt, François. To what extent is resampling useful in portfolio management?. In: Applied Economics Letters, Vol. 18, p. 239-244 (2011) |
---|---|
Permanent URL | http://hdl.handle.net/2078/69222 |